Might be more helpful if you state what kind of microsd card you are using, which version of retropie you installed, and which model of a Raspberry Pi that you own. And which software you are using to format and write your SD card.
Check to see if it is a compatible microsd card:
http://elinux.org/RPi_SD_cards
I use a 64 sandisk ultra and it works fine for me on my raspberry pi 2.
Also verify you downloaded the right retropie image:
Raspberry Pi 1= A,A+,B,B+
Raspberry Pi 2= Raspberry pi 2 model B
Use SD formatter to format your microsd card.
Then use win32diskimager to write the SD image to your microsd card. It creates a bootable image which is different than just copying files onto your SD card.
See this post and the accompanying video for a step by step process.
https://github.com/retropie/RetroPie-Setup/wiki/First-Installation-(RetroPie-SD-Image-2.6)
It says it is for the 2.6 image but it will also work for the 3.0 image.